-43.3%
APP vs AGNC
+13.3%
-56.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +1.1% | -4.7% | +5.8% | +3.4% |
| 30D | +6.6% | -5.7% | +12.3% | +9.6% |
| 3M | -32.3% | +1.9% | -34.2% | -32.6% |
| 6M | -29.8% | +1.8% | -31.6% | -31.3% |
| YTD | -51.9% | +3.4% | -55.4% | -52.1% |
| 1Y | -43.3% | +13.6% | -56.9% | -47.7% |
| All | -43.3% | +13.3% | -56.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling